Money Market Fund Engine

Portfolio Composition

T-Bills: 60%
Repos: 25%
Commercial Paper: 15%

Maturity Management

Weighted Avg. Maturity: 30 days

Daily Rollover: $50M

NAV Stabilizers

Accrued Interest: 0.0005

Liquidity Buffer: 3%

Amortized Cost: $1.0000

Key Mechanics:

  1. Short-term debt (≤60 days maturity)
  2. Daily security rollovers maintain liquidity
  3. Interest accrual offsets market price moves
  4. Amortized cost accounting smooths valuations